Sensitivity Analysis of Group Inverse in Markov Chains
Jiang Xiao · Fudan xuebao. Ziran Kexue ban · 2009
Let P be the transition matrix of a discrete-time Markov chain.The group inverse (I-P) plays an important role in the analysis of the Markov chain.It's analyzed that the sensitivity of group inverse under the entrywise perturbation in P.The error bound shows that the sensitivity is independent of the condition of the Markov chain.